Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KNX | Knight Transportation Inc | Industrials | Trucking | 7680 | 0.0163 | 47.39 | 2501964 |
WERN | Werner Enterprises Inc | Industrials | Trucking | 1795 | 0.0205 | 29.07 | 815721 |
Entry Threshold: | 1.30 | Exit Threshold: | -0.70 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 22537.12 |
Total net P/L: | 12537.12 | Total ROI: | 125.37 % |
CAGR: | 22.59 % | Max. DD: | 12.94 % |
System Score: | 16.456 | Sharpe Ratio: | 2.744 |
Start Date: | 2021-01-04 | End Date: | 2024-12-30 |
Total days: | 1456 | ||
Commissions: | 414.39 | Comm.% P/L | 3.20 % |
Total Transactions: | 272 | Log. Linearity: | 89.974 % |
Total | ![]() |
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KNX | WERN | |
---|---|---|---|---|---|
Total Profit/Loss | 12951.51 | 8584.87 | 4366.64 | 12857.86 | 93.65 |
Total Profit | 20342.48 | 11057.60 | 9284.88 | 26304.92 | 17054.18 |
Total Loss | 7390.97 | 2472.73 | 4918.24 | 13447.06 | 16960.53 |
Profit Factor | 2.75 | 4.47 | 1.89 | 1.96 | 1.01 |
Trades | 68 | 31 | 37 | 68 | 68 |
Winning Trades | 46 | 23 | 23 | 43 | 34 |
Losing Trades | 22 | 8 | 14 | 25 | 34 |
% Profitable | 67.00 | 74.00 | 62.00 | 63.00 | 50.00 |
Profit/Loss Per Trade % | 1.25 | 1.84 | 0.75 | 1.19 | -0.18 |
Profit Per Trade % | 3.08 | 3.32 | 2.84 | 4.57 | 3.72 |
Loss Per Trade % | 2.44 | 2.30 | 2.52 | 4.25 | 3.83 |
Days In Trade | 990 | 431 | 559 | 990 | 990 |
Days In Trade (Avg. Per Trade) | 14.56 | 13.90 | 15.11 | 14.56 | 14.56 |
% Days In Trade | 67.99 | 29.60 | 38.39 | 67.99 | 67.99 |